Specialist, Model Risk
BNY Mellon
Wroclaw, Poland
12 d. temu

Job Description

BNY Mellon Science represents the strategic centre of excellence for quantitative and analytical work focused on risk mitigation across BNY Mellon globally, delivering valuable insight and risk quantification across the firm.

BNY Mellon Science has grown rapidly and today represents a highly motivated and engaged team of skilled professionals with expertise in financial industry practices and regulation demanding deep quantitative talent.

  • The team works closely with colleagues across BNY Mellon to support the firm’s Capital Adequacy, Market Risk and Enterprise Risk modelling and data analytics;
  • alongside quantitative support for the annual Comprehensive Capital Analysis and Review (CCAR) Stress Test. The resources within BNY Mellon Science are working towards supporting other innovative quantitative and analytical solutions for the wider firm as a part of their strategic objectives for 2018 and into the future.

    Within Model Risk Management we are looking for a Specialist who will contribute to highly visible enterprise-wide model validation function in the organization.

    The models make estimates that are a key input to management decisions and are reported to Senior Management and the Board of Directors on a regular basis.

    The role will be to execute enterprise standards for model validation. The incumbent will be responsible for identifying and evaluating model risk and propose controls to manage that risk.

    This will entail following the scope of a validation effort and executing tests and reviews. The incumbent may work in one of five disciplines, each responsible for a different type of modeling :

    If you apply for this role this means you agree with the following statement :

    Through my application for a role with BNY Mellon (Poland) sp. z.o.o. (the Company) I hereby authorize the Company to process my personal data for the purposes of recruitment.

    Furthermore I declare that I am aware of the voluntary submission of data and I am informed about the right to access the data and the right to correct it, pursuant to the Personal Data Protection Act of 29 August 1997 (Journal of Laws Dz.

    U No. 133, item 883) . I authorise the Company to process my personal data for future recruitment processes.

    Furthermore, I authorize BNY Mellon and its’ affiliates, Taleo (UK) Limited to process my personal data.

    BNY Mellon and affiliates registration details.-

    BNY Mellon (Poland) sp. z.o.o Registered office Swobodna 3, 50-088 Wroclaw

    The Bank of New York Mellon (International) Limited 1 Canada Square, London, E14 5AL

    The Bank of New York Mellon SA / NV 46 Rue Montoyerstraat, B-1000 Brussels, Belgium

    Taleo (UK) Limited Registered office - 78-586 Chiswick High Road, London W4 5RP, United Kingdom,

    Please note that during the recruitment process you may be asked to provide further information and supporting documents.

    The information provided may be verified and reviewed, to the extent permitted by the law, as to their veracity and accuracy.

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